基本信息
浏览量:0
![](https://originalfileserver.aminer.cn/sys/aminer/icon/show-trajectory.png)
个人简介
Currently, I am an Associate Professor in the ORFE Department, an Affiliated Faculty Member of the Bendheim Center for Finance and an Associated Faculty Member with the Program in Applied & Computational Math at Princeton University. Before joining ORFE I was an Assistant Professor in the Math Department at Princeton. Before coming to Princeton I was a Postdoctoral Fellow at UC Berkeley and MSRI mentored by David Aldous. My PhD is from the Math Department at Stanford University where my advisor was Amir Dembo.
At the moment, I am studying interacting particle systems arising in mathematical finance, mathematical physics, and neuroscience using tools from stochastic analysis and PDE/SPDE. More broadly, my interests include a variety of topics in probability theory and PDEs: random operators, integrable probability, models of random growth, concentration of measure, large deviations, and probabilistic approaches to PDEs.
My research is partially supported by the NSF grant DMS-1811723.
At the moment, I am studying interacting particle systems arising in mathematical finance, mathematical physics, and neuroscience using tools from stochastic analysis and PDE/SPDE. More broadly, my interests include a variety of topics in probability theory and PDEs: random operators, integrable probability, models of random growth, concentration of measure, large deviations, and probabilistic approaches to PDEs.
My research is partially supported by the NSF grant DMS-1811723.
研究兴趣
论文共 50 篇作者统计合作学者相似作者
按年份排序按引用量排序主题筛选期刊级别筛选合作者筛选合作机构筛选
时间
引用量
主题
期刊级别
合作者
合作机构
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUESno. 1 (2024): 658-691
arXiv (Cornell University) (2023)
The Annals of Applied Probabilityno. 1 (2023): 274-298
Probability Theory and Related Fieldsno. 1-2 (2023): 385-422
加载更多
作者统计
#Papers: 48
#Citation: 703
H-Index: 19
G-Index: 25
Sociability: 4
Diversity: 0
Activity: 1
合作学者
合作机构
D-Core
- 合作者
- 学生
- 导师
数据免责声明
页面数据均来自互联网公开来源、合作出版商和通过AI技术自动分析结果,我们不对页面数据的有效性、准确性、正确性、可靠性、完整性和及时性做出任何承诺和保证。若有疑问,可以通过电子邮件方式联系我们:report@aminer.cn